Montrachet, Sauternes, Chateau Margaux and Mumm 1895.
Before the exchanges became public, they were well known to have a nice entertainment budget. Prior to when I arrived at the CME, there was an annual event called the "Merc Prom" which was headlined by a big name act like B.B. King. Because it was a bit before my time I can't give precise details but everyone spoke of it as great fun.